Tests of Rank in Reduced-rank Regression Models
Type of Activity: |
Other Journal Article |
Title: |
Tests of Rank in Reduced-rank Regression Models |
NIESR Author 1: |
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External Authors: |
Cambia-Mendez, G. Kapetanios, G. Smith, R. |
Journal name: |
Journal of Business Economics and Statistics |
Volume of Journal: |
21 |
Number of Journal: |
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Pages in Journal: |
145- 155 |
Date: |
Wednesday, 1st January, 2003 |
JEL Classification: |
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Keywords: |
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External Web Link: |
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Link to PDF file of full version: |
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Notes / Summary / Abstract: |
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